Trading Metrics calculated at close of trading on 06-Aug-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2002 |
06-Aug-2002 |
Change |
Change % |
Previous Week |
Open |
889.49 |
875.53 |
-13.96 |
-1.6% |
935.05 |
High |
896.68 |
923.74 |
27.06 |
3.0% |
992.34 |
Low |
856.35 |
875.53 |
19.18 |
2.2% |
878.48 |
Close |
857.08 |
901.91 |
44.83 |
5.2% |
892.51 |
Range |
40.33 |
48.21 |
7.88 |
19.5% |
113.86 |
ATR |
47.95 |
49.28 |
1.34 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,045.02 |
1,021.68 |
928.43 |
|
R3 |
996.81 |
973.47 |
915.17 |
|
R2 |
948.60 |
948.60 |
910.75 |
|
R1 |
925.26 |
925.26 |
906.33 |
936.93 |
PP |
900.39 |
900.39 |
900.39 |
906.23 |
S1 |
877.05 |
877.05 |
897.49 |
888.72 |
S2 |
852.18 |
852.18 |
893.07 |
|
S3 |
803.97 |
828.84 |
888.65 |
|
S4 |
755.76 |
780.63 |
875.39 |
|
|
Weekly Pivots for week ending 02-Aug-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.69 |
1,191.46 |
955.13 |
|
R3 |
1,148.83 |
1,077.60 |
923.82 |
|
R2 |
1,034.97 |
1,034.97 |
913.38 |
|
R1 |
963.74 |
963.74 |
902.95 |
942.43 |
PP |
921.11 |
921.11 |
921.11 |
910.45 |
S1 |
849.88 |
849.88 |
882.07 |
828.57 |
S2 |
807.25 |
807.25 |
871.64 |
|
S3 |
693.39 |
736.02 |
861.20 |
|
S4 |
579.53 |
622.16 |
829.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
971.85 |
856.35 |
115.50 |
12.8% |
41.13 |
4.6% |
39% |
False |
False |
|
10 |
992.34 |
856.35 |
135.99 |
15.1% |
46.29 |
5.1% |
34% |
False |
False |
|
20 |
1,060.77 |
856.35 |
204.42 |
22.7% |
47.25 |
5.2% |
22% |
False |
False |
|
40 |
1,163.46 |
856.35 |
307.11 |
34.1% |
45.54 |
5.0% |
15% |
False |
False |
|
60 |
1,350.54 |
856.35 |
494.19 |
54.8% |
43.11 |
4.8% |
9% |
False |
False |
|
80 |
1,426.01 |
856.35 |
569.66 |
63.2% |
42.88 |
4.8% |
8% |
False |
False |
|
100 |
1,523.27 |
856.35 |
666.92 |
73.9% |
41.97 |
4.7% |
7% |
False |
False |
|
120 |
1,573.42 |
856.35 |
717.07 |
79.5% |
42.47 |
4.7% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,128.63 |
2.618 |
1,049.95 |
1.618 |
1,001.74 |
1.000 |
971.95 |
0.618 |
953.53 |
HIGH |
923.74 |
0.618 |
905.32 |
0.500 |
899.64 |
0.382 |
893.95 |
LOW |
875.53 |
0.618 |
845.74 |
1.000 |
827.32 |
1.618 |
797.53 |
2.618 |
749.32 |
4.250 |
670.64 |
|
|
Fisher Pivots for day following 06-Aug-2002 |
Pivot |
1 day |
3 day |
R1 |
901.15 |
897.96 |
PP |
900.39 |
894.00 |
S1 |
899.64 |
890.05 |
|